-0.8%
REPL vs CNI
+66.1%
-66.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.0% | -2.1% | -0.9% | -2.0% |
| 30D | +27.1% | -3.3% | +30.4% | +29.0% |
| 3M | +52.4% | +3.8% | +48.6% | +47.9% |
| 6M | +107.4% | +12.7% | +94.8% | +90.4% |
| YTD | +54.7% | +26.3% | +28.5% | +32.1% |
| 1Y | +158.9% | +29.9% | +129.0% | +117.8% |
| 3Y | -23.7% | +15.9% | -39.7% | -33.8% |
| 5Y | -54.3% | +6.9% | -61.3% | -59.3% |
| All | -0.8% | +66.1% | -66.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling